What you've described actually IS an existing creature of
Chinese/Japanese mythology called a Kirin (Japanese) or Qilin (Chinese).
It is considered one of the three most powerful creatures in
Chinese/Japanese mythology, along with dragons, and phoenixes. While the
dragon is usually associated with water, and the phoenix with fire, the
kirin is associated with thunder and lightning. It is usually depicted
as a bearded deer, or horse like animal, with a (usually) curved horn
(the Chinese version usually has two horns) and dragon scales instead of
horse hair. It has been affectionately referred to as "The Japanese
Unicorn", and has been said to be a guardian, and omen of extreme good
luck for virtuous people.

I am really excited to discover this. Since so much of our own Northern European lore has been lost through the ages, perhaps this
evidence from Oriental lore, coupled with my own dream, makes it
conceivable then that there is some similar archetype in our own native
mythology - and importantly, that it is recoverable!